Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.573800 0.644719 0.724904 0.823107 0.941281 1.080408 1.258868
2024-10-13 0.503593 0.594126 0.704117 0.850188 1.043217 1.295897 1.663106
2024-10-20 0.451747 0.552927 0.682847 0.866962 1.130192 1.508806 2.128388
2024-10-27 0.404285 0.509021 0.649443 0.859157 1.179463 1.680026 2.595705
2024-11-03 0.381912 0.494550 0.652290 0.901053 1.309042 2.009286 3.474795
2024-11-10 0.367937 0.489304 0.666535 0.961536 1.482159 2.471316 4.895687
2024-11-17 0.345817 0.469341 0.655667 0.979406 1.586323 2.845574 6.426285
2024-11-24 0.322836 0.445414 0.635275 0.977185 1.652319 3.168369 8.148370
2024-12-01 0.295702 0.412481 0.596609 0.936417 1.632236 3.287000 9.367420
2024-12-08 0.272666 0.383997 0.562292 0.898553 1.610064 3.394760 10.718555
2024-12-15 0.262601 0.375182 0.559794 0.919810 1.721963 3.917050 14.872170
2024-12-22 0.261516 0.380650 0.582139 0.992990 1.975928 5.029444 26.166022
2024-12-29 0.252868 0.373929 0.584183 1.030044 2.168128 6.167270 46.768369
2025-01-05 0.237762 0.354971 0.561852 1.011351 2.207097 6.772049 69.884461
2025-01-12 0.224636 0.338423 0.542378 0.996020 2.252874 7.478344 113.021397
2025-01-19 0.210762 0.319572 0.516766 0.962863 2.236394 7.888756 169.812273
2025-01-26 0.205375 0.315338 0.518970 0.995406 2.441065 9.824016 614.140411
2025-02-02 0.202741 0.315794 0.530424 1.052883 2.760464 13.265202 41056.852391
2025-02-09 0.195908 0.307994 0.524267 1.064729 2.923367 16.059295 NaN
2025-02-16 0.187881 0.297409 0.511312 1.056529 3.006586 18.457775 NaN
2025-02-23 0.177066 0.280944 0.484650 1.007419 2.902933 18.558076 NaN
2025-03-02 0.167412 0.266216 0.460730 0.963153 2.808964 18.686295 NaN
2025-03-09 0.163737 0.262673 0.460507 0.984999 3.018259 23.873995 NaN